Optimal Pursuit Strategies in Missile Interception: Mean Field Game Approach by Yu Bai, Di Zhou, Zhen He

Subjects: “…forward–backward stochastic differential equations (FBSDEs)…”
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Approximation of the Fractional SDEs with Stochastic Forcing by Kęstutis Kubilius

Subjects: “…stochastic differential equations…”
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On the mathematical modelling of tumor-induced angiogenesis by Luis L. Bonilla, Vincenzo Capasso, Mariano Alvaro, Manuel Carretero, Filippo Terragni

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Iterative Forecasting of Financial Time Series: The Greek Stock Market from 2019 to 2024 by Evangelos Bakalis, Francesco Zerbetto

Subjects: “…iterative stochastic differential equations…”
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Macroeconomic Stabilization in Crisis: The Role of Investment Shocks and Policy Responses in South Korea During COVID-19 by Yugang He, Sungho Rho

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How to beat a Bayesian adversary by Zihan Ding, Kexin Jin, Jonas Latz, Chenguang Liu

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Asymptotic Behaviour and Extinction of Delay Lotka-Volterra Model with Jump-Diffusion by Dan Li, Jing’an Cui, Guohua Song

“…The contributions of this paper lie in the following: (a) to consider delay stochastic differential equation with jumps, we introduce a proper initial data space, in which the initial data may be discontinuous function with downward jumps; (b) we show that the delay stochastic differential equation with jumps associated with our model has a unique global positive solution and give sufficient conditions that ensure stochastically ultimate boundedness, moment average boundedness in time, and asymptotic polynomial growth of our model; (c) the sufficient conditions for the extinction of the system are obtained, which generalized the former results and showed that the sufficiently large random jump magnitudes and intensity (average rate of jump events arrival) may lead to extinction of the population.…”
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Backward Stochastic Linear Quadratic Optimal Control with Expectational Equality Constraint by Yanrong Lu, Jize Li, Yonghui Zhou

“…This solution is feedback-based and determined by an adjoint stochastic differential equation, a Riccati-type ordinary differential equation, a backward stochastic differential equation, and an equality, thereby yielding the optimal control for the original problem. …”
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Analysis and Prediction on Vehicle Ownership Based on an Improved Stochastic Gompertz Diffusion Process by Huapu Lu, He Ma, Zhiyuan Sun, Jing Wang

“…This paper aims at introducing a new improved stochastic differential equation related to Gompertz curve for the projection of vehicle ownership growth. …”
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Global Asymptotic Stability of Stochastic Nonautonomous Lotka-Volterra Models with Infinite Delay by Fengying Wei, Yuhua Cai

“…Further, the solution asymptotically follows a normal distribution by means of linearizing stochastic differential equation. Moment estimations in time average are derived to improve the approximation distribution. …”
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Wind energy production by means of diffusion stochastic process. Parameters estimation by Oubamou Zian, El Kettani Moummou

“…We consider an Ito-type stochastic differential * equation (SDE) and determine the probabilistic characteristics of the stochastic process solution, particularly the first-order moment. …”
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Stability of a positive equilibrium state for a stochastically perturbed mathematical model ofglassy-winged sharpshooter population by Leonid Shaikhet

“…A necessary and sufficient condition for asymptotic mean square stability of the equilibrium point of the linear part of the considered stochastic differential equation is obtained. This condition is at the same time a sufficient one for stability in probability of the equilibrium point of the initial nonlinear equation. …”
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A linear numerical scheme for nonlinear BSDEs with uniformly continuous coefficients by Omid. S. Fard, Ali V. Kamyad

“…We attempt to present a new numerical approach to solve nonlinear backward stochastic differential equations. First, we present some definitions and theorems to obtain the condition, from which we can approximate the nonlinear term of the backward stochastic differential equation (BSDE) and we get a continuous piecewise linear BSDE corresponding to the original BSDE. …”
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Conformal dimensions on causal random geometry by Ryan Barouki, Henry Stubbs, John Wheater

“…We do this using a combination of lattice methods and adapting the Duplantier-Sheffield framework to CDT, emphasizing the one-dimensional nature of CDT and its description via a stochastic differential equation.…”
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Modeling the Effects of Chemotherapeutic Dose Response on a Stochastic Tumor-Immune Model of Prostate Cancer with Androgen Deprivation Therapy by Lin Chen, Jin Yang

“…In addition to analyzing the basic properties of solutions such as the tumor-free periodic solution and global attraction of the model, the threshold conditions for the persistence and extinction of prostate cancer cells and effector cells are obtained by using stochastic differential equation theory. Besides, sufficient conditions for the existence of stationary distribution of the system are established. …”
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Dynamic Behavior of a Stochastic Amensalism Population Model by AI Xiao-hui, DENG Wen-bo, LI Peng-zhe

“…Aiming at the problem of biased symbiosis dynamics affected by environmental factors, according to the theory of stochastic differential equation, the stochastic biased symbiosis dynamics model is established by introducing white noise, and the dynamic behavior of the stochastic biased symbiosis population model is studied. …”
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Stochastic Extinction in an SIRS Epidemic Model Incorporating Media Coverage by Liyan Wang, Huilin Huang, Ancha Xu, Weiming Wang

“…We extend the classical SIRS epidemic model incorporating media coverage from a deterministic framework to a stochastic differential equation (SDE) and focus on how environmental fluctuations of the contact coefficient affect the extinction of the disease. …”
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Entanglement Quantification of Correlated Photons Generated by Three-Level Laser with Parametric Amplifier and Coupled to a Two-Mode Vacuum Reservoir by Chimdessa Gashu, Ebisa Mosisa, Tamirat Abebe

“…Using the master equation, we obtain the stochastic differential equation and the correlation properties of the noise forces associated with the normal ordering. …”
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Stationary Distribution and Extinction of a Stochastic Viral Infection Model by Yan Wang, Daqing Jiang

“…We also obtain the sufficient conditions for the extinction of the virus by the comparison theorem of stochastic differential equation and law of large numbers. We give a unified method to systematically analyze such three-dimensional stochastic viral infection model. …”
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The Stochastic Hopf Bifurcation and Vibrational Response of a Double Pendulum System Under Delayed Feedback Control by Ruichen Qi, Shaoyi Chen, Caiyun Huang, Qiubao Wang

“…By introducing stochastic differential equation theory, the system is transformed into the form of an Itô equation, revealing bifurcation phenomena in the parameter space. …”
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